-33.9%
TEAM vs FGI
-70.4%
+36.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.2% | -2.9% |
| 7D | -0.4% | +0.5% | -1.0% | -0.5% |
| 30D | +67.3% | +65.4% | +1.9% | +61.0% |
| 3M | +86.8% | +23.5% | +63.3% | +81.0% |
| 6M | +146.8% | +60.5% | +86.3% | +134.3% |
| YTD | +16.9% | +30.0% | -13.1% | +11.7% |
| 1Y | +12.8% | +82.1% | -69.3% | +4.6% |
| 3Y | -7.3% | -4.4% | -2.9% | -12.9% |
| All | -33.9% | -70.4% | +36.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling